-50.3%
DOCS vs IP
-18.8%
-31.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.4% |
| 7D | -1.4% | -5.3% | +3.8% | 0.0% |
| 30D | +21.8% | -10.9% | +32.7% | +25.8% |
| 3M | +27.3% | +11.2% | +16.1% | +23.0% |
| 6M | -0.3% | -10.2% | +9.9% | +1.8% |
| YTD | -40.5% | -2.0% | -38.5% | -41.8% |
| 1Y | -61.5% | -19.1% | -42.4% | -59.9% |
| 3Y | +8.2% | +20.9% | -12.7% | -12.6% |
| 5Y | -73.4% | -17.8% | -55.6% | -74.0% |
| All | -50.3% | -18.8% | -31.5% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling